Abstract
We consider a diffusion processes {Xt} on an interval in the natural scale. Some results are known under which {Xt} is a martingale, and we give simple and analytic proofs for them.
Original language | English |
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Pages (from-to) | 385-391 |
Number of pages | 7 |
Journal | Osaka Journal of Mathematics |
Volume | 55 |
Issue number | 2 |
Publication status | Published - 2018 Apr |
Externally published | Yes |
ASJC Scopus subject areas
- Mathematics(all)